Berry-Esseen bound for the Moment Estimation of the fractional Ornstein-Uhlenbeck model under fixed step size discrete observations

Zheng Tang, Ying Li, Haili Yang +2

Let the Ornstein-Uhlenbeck process $\{X_t,t\ge 0\}$ driven by a fractional Brownian motion $B^H$ described by $d{X}_t=-\hat{I}¸X_{t}dt+d{B}_t^H,X_0=0$ with known parameter $H\in (0,\…